Database exists, assume schema does, too.
Seasonal Indexes
03-31 06-30 09-30 12-31
0 Energy ETF Information Technology ETF Information Technology ETF Information Technology ETF
1 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Financials ETF
2 Utilities ETF Energy ETF SP500 Materials ETF
3 SP1500 Materials ETF Industrials ETF SP600
4 Industrials ETF SP1500 SP1500 Consumer Discretionary ETF
5 SP500 SP500 Health Care ETF SP400
6 SP600 SP600 Utilities ETF SP500
7 Health Care ETF SP400 Consumer Staples ETF SP1500
8 Consumer Staples ETF Health Care ETF Financials ETF Health Care ETF
9 SP400 Communication Services ETF Materials ETF Consumer Staples ETF
10 Financials ETF Real Estate ETF Communication Services ETF Energy ETF
11 Consumer Discretionary ETF Financials ETF SP400 Utilities ETF
12 Real Estate ETF Industrials ETF Real Estate ETF Industrials ETF
13 Materials ETF Consumer Staples ETF SP600 Real Estate ETF
14 Communication Services ETF Utilities ETF Energy ETF Communication Services ETF
03-31 06-30 09-30 12-31
SP1500 -0.010622 0.081757 0.041626 0.049958
SP500 -0.011990 0.080771 0.045646 0.050086
SP600 -0.017768 0.080509 0.019158 0.057970
SP400 -0.019859 0.080174 0.020554 0.051549
Communication Services ETF -0.032872 0.075995 0.022591 0.017899
Consumer Discretionary ETF -0.021214 0.120254 0.052510 0.052777
Consumer Staples ETF -0.018663 0.035480 0.034807 0.045915
Energy ETF 0.055913 0.096281 -0.039735 0.042416
Financials ETF -0.020711 0.061049 0.030176 0.065446
Health Care ETF -0.017923 0.078706 0.041045 0.047467
Industrials ETF -0.011020 0.058300 0.045427 0.039920
Information Technology ETF 0.006217 0.121831 0.068693 0.067531
Materials ETF -0.026671 0.082827 0.027940 0.058669
Real Estate ETF -0.026416 0.075756 0.019424 0.038472
Utilities ETF -0.001263 0.026125 0.039218 0.042001
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current
06-17
Energy ETF -0.043815
Consumer Staples ETF -0.096218
Utilities ETF -0.125888
Health Care ETF -0.134327
Materials ETF -0.161041
SP600 -0.165794
Industrials ETF -0.178228
SP1500 -0.184779
Financials ETF -0.187815
SP500 -0.189930
Real Estate ETF -0.190735
SP400 -0.192427
Communication Services ETF -0.226489
Information Technology ETF -0.232112
Consumer Discretionary ETF -0.260025
standard deviations
03-31 06-30 09-30 12-31
SP1500 0.134644 0.072380 0.037999 0.110320
SP500 0.127411 0.070450 0.039033 0.106496
SP600 0.199479 0.088447 0.037096 0.179394
SP400 0.157662 0.100224 0.037075 0.138781
Communication Services ETF 0.138244 0.095192 0.045269 0.123434
Consumer Discretionary ETF 0.151791 0.146922 0.083611 0.127243
Consumer Staples ETF 0.096633 0.035421 0.049261 0.063730
Energy ETF 0.369457 0.166709 0.099129 0.202483
Financials ETF 0.192299 0.053666 0.014462 0.140299
Health Care ETF 0.079810 0.054107 0.065798 0.098650
Industrials ETF 0.178470 0.072339 0.066050 0.134044
Information Technology ETF 0.135329 0.113409 0.054569 0.136753
Materials ETF 0.163483 0.099766 0.065317 0.127072
Real Estate ETF 0.161483 0.056090 0.032025 0.078165
Utilities ETF 0.092016 0.021473 0.033841 0.054883
t scores
03-31 06-30 09-30 12-31
SP1500 -0.035281 0.505153 0.489908 0.202519
SP500 -0.042087 0.512730 0.522980 0.210329
SP600 -0.039834 0.407076 0.230960 0.144515
SP400 -0.056330 0.357747 0.247928 0.166115
Communication Services ETF -0.106341 0.357027 0.223180 0.064848
Consumer Discretionary ETF -0.062503 0.366041 0.280865 0.185493
Consumer Staples ETF -0.086371 0.447954 0.315992 0.322196
Energy ETF 0.067680 0.258283 -0.179260 0.093682
Financials ETF -0.048166 0.508740 0.933164 0.208614
Health Care ETF -0.100433 0.650529 0.278976 0.215182
Industrials ETF -0.027615 0.360421 0.307577 0.133187
Information Technology ETF 0.020546 0.480423 0.562966 0.220841
Materials ETF -0.072960 0.371283 0.191302 0.206478
Real Estate ETF -0.073157 0.604012 0.271246 0.220111
Utilities ETF -0.006140 0.544116 0.518265 0.342246
p values
03-31 06-30 09-30 12-31
SP1500 0.487036 0.675887 0.671106 0.573766
SP500 0.484537 0.678247 0.681422 0.576557
SP600 0.485364 0.644372 0.583899 0.552872
SP400 0.479310 0.627889 0.589904 0.560685
Communication Services ETF 0.461012 0.627646 0.581136 0.523813
Consumer Discretionary ETF 0.477047 0.630688 0.601465 0.567662
Consumer Staples ETF 0.468307 0.657720 0.613641 0.615774
Energy ETF 0.524851 0.593553 0.434579 0.534366
Financials ETF 0.482306 0.677006 0.790214 0.575945
Health Care ETF 0.463168 0.719135 0.600805 0.578288
Industrials ETF 0.489852 0.628793 0.610739 0.548761
Information Technology ETF 0.507551 0.668108 0.693606 0.580304
Materials ETF 0.473215 0.632451 0.569748 0.575182
Real Estate ETF 0.473143 0.705773 0.598102 0.580044
Utilities ETF 0.497743 0.687902 0.679964 0.622630
array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)
Energy ETF Consumer Staples ETF Utilities ETF Health Care ETF Materials ETF SP600 Industrials ETF SP1500 Financials ETF SP500 Real Estate ETF SP400 Communication Services ETF Information Technology ETF Consumer Discretionary ETF
2017-03-31 00:00:00 nan nan nan nan nan nan nan nan nan nan nan nan nan nan nan
2017-06-30 00:00:00 -0.078709 0.010040 0.022113 0.072895 0.026999 0.018327 0.042167 0.030375 0.038955 0.030708 0.017375 0.031752 -0.024136 0.041388 0.028386
2017-09-30 00:00:00 0.069612 -0.012346 0.031518 0.040565 0.066617 0.064962 0.052781 0.044807 0.052789 0.045666 0.008095 0.035020 0.015498 0.083223 0.014521
2017-12-31 00:00:00 0.073946 0.059268 0.000687 0.018576 0.071798 0.038747 0.066175 0.066880 0.073683 0.069917 0.012742 0.074139 0.000763 0.093087 0.097848
2018-03-31 00:00:00 -0.078807 -0.073521 -0.033734 -0.020049 -0.072483 -0.011631 -0.033542 -0.021321 -0.015065 -0.024130 -0.086159 -0.003978 -0.085669 0.020711 -0.001942
2018-06-30 00:00:00 0.150528 0.006353 0.053422 0.055259 0.036210 0.106722 -0.008057 0.052094 -0.011331 0.047568 0.094633 0.045520 0.035862 0.080437 0.088528
2018-09-30 00:00:00 0.021911 0.050064 0.019751 0.137698 0.007338 0.032842 0.094874 0.070536 0.031675 0.078236 0.000044 0.032902 0.023115 0.117719 0.066008
2018-12-31 00:00:00 -0.267451 -0.055862 0.009925 -0.108129 -0.154310 -0.193040 -0.183620 -0.142834 -0.138848 -0.137319 -0.058855 -0.172165 -0.143117 -0.174415 -0.162070
2019-03-31 00:00:00 0.178564 0.111156 0.103055 0.081835 0.126958 0.124660 0.183161 0.151853 0.109942 0.144236 0.173365 0.157497 0.139541 0.217473 0.157197
2019-06-30 00:00:00 -0.048754 0.036556 0.035855 0.017469 0.040951 0.010843 0.034436 0.039106 0.067026 0.040369 0.015389 0.030815 0.035928 0.054745 0.040127
2019-09-30 00:00:00 -0.075658 0.056319 0.090872 -0.035439 -0.013089 -0.004200 0.004465 0.006291 0.013235 0.011423 0.075811 -0.009122 -0.002023 0.016115 0.002509
2019-12-31 00:00:00 0.054552 0.036517 0.002011 0.147851 0.066971 0.082573 0.058155 0.090490 0.096390 0.089876 0.005745 0.066590 0.086727 0.139034 0.056223
2020-03-31 00:00:00 -0.523877 -0.141472 -0.141270 -0.131539 -0.278876 -0.328050 -0.279339 -0.205302 -0.330709 -0.194477 -0.241350 -0.247693 -0.187109 -0.131215 -0.231167
2020-06-30 00:00:00 0.332245 0.094561 0.024507 0.164463 0.260712 0.223617 0.182339 0.206715 0.135641 0.201618 0.135399 0.259149 0.224230 0.318555 0.379795
2020-09-30 00:00:00 -0.188315 0.098022 0.051209 0.062281 0.120651 0.032878 0.118587 0.086119 0.028859 0.090383 0.013268 0.068091 0.097573 0.120087 0.192380
2020-12-31 00:00:00 0.300830 0.074374 0.073335 0.101111 0.172363 0.312278 0.178685 0.132216 0.253698 0.121185 0.092916 0.211458 0.182130 0.138205 0.172875
2021-03-31 00:00:00 0.324479 0.030385 0.031042 0.025327 0.105419 0.184526 0.116450 0.070761 0.165207 0.063518 0.087920 0.084662 0.083288 0.015110 0.073815
2021-06-30 00:00:00 0.126094 0.029888 -0.005272 0.083442 0.049264 0.043034 0.040613 0.080495 0.074954 0.083593 0.115985 0.033635 0.108092 0.114030 0.064435
2021-09-30 00:00:00 -0.026222 -0.018026 0.002739 0.000121 -0.041816 -0.030694 -0.043573 0.000378 0.024323 0.002523 -0.000098 -0.024123 -0.021207 0.006319 -0.012866
2021-12-31 00:00:00 0.050203 0.115277 0.124048 0.077925 0.136524 0.049293 0.080207 0.103038 0.042310 0.106772 0.139811 0.077726 -0.037011 0.141743 0.099010
2022-03-31 00:00:00 0.379204 -0.019862 0.034591 -0.045192 -0.014374 -0.058344 -0.041831 -0.049102 -0.032929 -0.049099 -0.065856 -0.089783 -0.114414 -0.090992 -0.103975
2022-06-17 00:00:00 -0.043815 -0.096218 -0.125888 -0.134327 -0.161041 -0.165794 -0.178228 -0.184779 -0.187815 -0.189930 -0.190735 -0.192427 -0.226489 -0.232112 -0.260025
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Health Care ETF Information Technology ETF Consumer Discretionary ETF Information Technology ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Financials ETF Utilities ETF Health Care ETF Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF SP600 Energy ETF Energy ETF Financials ETF Information Technology ETF Energy ETF Energy ETF
1 SP500 Industrials ETF Energy ETF Information Technology ETF Consumer Discretionary ETF SP600 Information Technology ETF Consumer Staples ETF Industrials ETF Information Technology ETF Real Estate ETF Information Technology ETF Health Care ETF Energy ETF Materials ETF Energy ETF SP600 Real Estate ETF Information Technology ETF Real Estate ETF Utilities ETF Consumer Staples ETF
2 SP600 Information Technology ETF Materials ETF SP400 SP400 Real Estate ETF Industrials ETF Real Estate ETF Energy ETF Materials ETF Consumer Staples ETF Financials ETF Utilities ETF Information Technology ETF Information Technology ETF Financials ETF Financials ETF Information Technology ETF Utilities ETF Materials ETF Materials ETF Utilities ETF
3 SP400 Financials ETF SP600 Energy ETF SP600 Consumer Discretionary ETF SP500 Health Care ETF Real Estate ETF SP500 Information Technology ETF SP1500 Consumer Staples ETF Materials ETF Industrials ETF SP400 Industrials ETF Communication Services ETF SP500 Utilities ETF Consumer Staples ETF Health Care ETF
4 Communication Services ETF SP400 Financials ETF Financials ETF Financials ETF Information Technology ETF SP1500 SP500 SP400 Consumer Discretionary ETF Financials ETF SP500 Communication Services ETF SP400 Consumer Staples ETF Communication Services ETF Materials ETF SP500 SP1500 Consumer Staples ETF Financials ETF Materials ETF
5 Consumer Discretionary ETF SP500 Industrials ETF Materials ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Financials ETF Consumer Discretionary ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Communication Services ETF Industrials ETF Real Estate ETF Health Care ETF Health Care ETF SP500 Industrials ETF SP600
6 Consumer Staples ETF SP1500 SP500 SP500 SP1500 Utilities ETF Consumer Staples ETF SP1500 SP1500 Consumer Staples ETF SP1500 SP600 SP1500 SP600 SP500 Consumer Discretionary ETF SP400 SP1500 Real Estate ETF SP1500 Health Care ETF Industrials ETF
7 Energy ETF Consumer Discretionary ETF SP1500 SP1500 SP500 SP1500 SP400 Communication Services ETF SP500 Communication Services ETF Industrials ETF Materials ETF Consumer Discretionary ETF SP1500 SP1500 Materials ETF Communication Services ETF Financials ETF Consumer Discretionary ETF Consumer Discretionary ETF SP500 SP1500
8 Financials ETF Materials ETF Health Care ETF Industrials ETF Industrials ETF SP500 SP600 Materials ETF Communication Services ETF Utilities ETF Consumer Discretionary ETF SP400 Real Estate ETF SP500 SP400 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Consumer Staples ETF Industrials ETF SP1500 Financials ETF
9 Health Care ETF Utilities ETF SP400 Consumer Staples ETF Utilities ETF SP400 Financials ETF Consumer Discretionary ETF Materials ETF Industrials ETF Communication Services ETF Industrials ETF SP400 Industrials ETF Health Care ETF SP1500 SP1500 Materials ETF Communication Services ETF Health Care ETF SP600 SP500
10 Industrials ETF SP600 Utilities ETF SP600 Materials ETF Materials ETF Communication Services ETF SP400 SP600 SP400 SP600 Consumer Discretionary ETF Materials ETF Health Care ETF Utilities ETF SP500 SP500 SP600 SP400 SP400 Real Estate ETF Real Estate ETF
11 Information Technology ETF Real Estate ETF Communication Services ETF Health Care ETF Consumer Staples ETF Communication Services ETF Energy ETF Information Technology ETF Consumer Staples ETF Health Care ETF SP400 Energy ETF Industrials ETF Financials ETF SP600 Health Care ETF Utilities ETF Industrials ETF Energy ETF Energy ETF SP400 SP400
12 Materials ETF Consumer Staples ETF Consumer Discretionary ETF Real Estate ETF Energy ETF Consumer Staples ETF Utilities ETF Industrials ETF Financials ETF Real Estate ETF Materials ETF Consumer Staples ETF SP600 Real Estate ETF Financials ETF Real Estate ETF Consumer Staples ETF SP400 SP600 SP600 Information Technology ETF Communication Services ETF
13 Real Estate ETF Communication Services ETF Real Estate ETF Communication Services ETF Communication Services ETF Industrials ETF Materials ETF SP600 Utilities ETF SP600 Health Care ETF Real Estate ETF Financials ETF Consumer Staples ETF Real Estate ETF Consumer Staples ETF Health Care ETF Consumer Staples ETF Materials ETF Financials ETF Consumer Discretionary ETF Information Technology ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Real Estate ETF Financials ETF Real Estate ETF Energy ETF Health Care ETF Energy ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Information Technology ETF Utilities ETF Industrials ETF Communication Services ETF Communication Services ETF Consumer Discretionary ETF
Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
2022-06-17
Information Technology ETF 0.105318
Consumer Discretionary ETF 0.103945
Energy ETF 0.083099
Materials ETF 0.071426
SP1500 0.070498
SP500 0.069644
SP600 0.069416
SP400 0.069126
Health Care ETF 0.067854
Communication Services ETF 0.065505
Real Estate ETF 0.065298
Financials ETF 0.052571
Industrials ETF 0.050194
Consumer Staples ETF 0.030500
Utilities ETF 0.022444
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-17 00:00:00
0 SP1500 Utilities ETF Energy ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Utilities ETF Real Estate ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Energy ETF Real Estate ETF Energy ETF Real Estate ETF Energy ETF Information Technology ETF
1 SP500 Health Care ETF SP600 Energy ETF SP400 Utilities ETF Energy ETF Real Estate ETF Real Estate ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Energy ETF Materials ETF SP600 SP600 Communication Services ETF Financials ETF Utilities ETF Utilities ETF Consumer Discretionary ETF
2 SP600 Industrials ETF Materials ETF Industrials ETF Information Technology ETF SP600 Industrials ETF Consumer Staples ETF Industrials ETF Consumer Staples ETF Consumer Staples ETF Communication Services ETF Information Technology ETF Information Technology ETF Communication Services ETF Financials ETF Financials ETF Energy ETF Real Estate ETF Materials ETF Materials ETF Energy ETF
3 SP400 Financials ETF Financials ETF Information Technology ETF SP600 Real Estate ETF Information Technology ETF Health Care ETF Consumer Discretionary ETF Industrials ETF Financials ETF SP1500 Utilities ETF SP400 Industrials ETF Communication Services ETF Materials ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF Consumer Staples ETF Information Technology ETF SP400 Financials ETF Health Care ETF SP500 Communication Services ETF SP400 Communication Services ETF SP600 SP500 Communication Services ETF Materials ETF Consumer Staples ETF SP400 Industrials ETF Health Care ETF Health Care ETF Consumer Staples ETF Financials ETF SP1500
5 Consumer Discretionary ETF SP400 SP400 SP500 Health Care ETF Consumer Staples ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Financials ETF SP500 Communication Services ETF Information Technology ETF Industrials ETF Communication Services ETF SP500 SP1500 SP500 Health Care ETF SP500
6 Consumer Staples ETF SP500 Industrials ETF SP1500 SP1500 SP1500 Consumer Staples ETF SP1500 SP1500 Materials ETF SP400 SP600 SP1500 SP600 SP400 Consumer Discretionary ETF Real Estate ETF SP1500 SP500 SP1500 Industrials ETF SP600
7 Energy ETF SP1500 SP1500 Consumer Staples ETF SP500 Consumer Discretionary ETF SP600 Financials ETF SP500 SP1500 SP500 Industrials ETF Consumer Discretionary ETF SP1500 SP500 Materials ETF SP400 Consumer Staples ETF Communication Services ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF SP500 Materials ETF Industrials ETF SP500 Consumer Discretionary ETF Materials ETF Materials ETF SP400 SP1500 SP400 Real Estate ETF Industrials ETF SP1500 SP1500 Consumer Discretionary ETF Information Technology ETF SP400 Industrials ETF SP1500 Health Care ETF
9 Health Care ETF Real Estate ETF Health Care ETF Financials ETF Utilities ETF SP400 SP400 Consumer Discretionary ETF SP600 Real Estate ETF Energy ETF Energy ETF SP400 SP500 Health Care ETF SP500 SP1500 Industrials ETF SP600 Health Care ETF Real Estate ETF Communication Services ETF
10 Industrials ETF SP600 Communication Services ETF Communication Services ETF Materials ETF Communication Services ETF Financials ETF Industrials ETF Financials ETF Health Care ETF Industrials ETF Materials ETF Materials ETF Health Care ETF SP600 Information Technology ETF SP500 Utilities ETF Consumer Staples ETF SP400 SP600 Real Estate ETF
11 Information Technology ETF Information Technology ETF Utilities ETF SP600 Communication Services ETF Information Technology ETF Communication Services ETF SP400 Consumer Staples ETF Information Technology ETF Materials ETF Consumer Discretionary ETF Industrials ETF Financials ETF Utilities ETF Real Estate ETF Consumer Staples ETF Materials ETF Information Technology ETF Energy ETF SP400 Financials ETF
12 Materials ETF Consumer Discretionary ETF Real Estate ETF Real Estate ETF Consumer Staples ETF Materials ETF Real Estate ETF Information Technology ETF Energy ETF SP600 Consumer Discretionary ETF Consumer Staples ETF Financials ETF Real Estate ETF Financials ETF Health Care ETF Health Care ETF SP600 Consumer Discretionary ETF SP600 Communication Services ETF Industrials ETF
13 Real Estate ETF Communication Services ETF Consumer Discretionary ETF Health Care ETF Real Estate ETF Industrials ETF Utilities ETF SP600 Utilities ETF Consumer Discretionary ETF Information Technology ETF Real Estate ETF SP600 Consumer Staples ETF Real Estate ETF Utilities ETF Utilities ETF SP400 Materials ETF Financials ETF Consumer Discretionary ETF Consumer Staples ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Energy ETF Financials ETF Materials ETF Energy ETF Health Care ETF Energy ETF Health Care ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Consumer Staples ETF Information Technology ETF Consumer Discretionary ETF Industrials ETF Communication Services ETF Information Technology ETF Utilities ETF
Index Symbol risk_trend_factor
0 SP500 SPY -3.791861
1 SP1500 SPTM -3.879022
2 SP400 MDYG -5.134573
3 SP600 SLY -5.242200
Symbol risk_trend_factor Sector
3 VDE -0.123306 Energy ETF
2 VDC -2.283970 Consumer Staples ETF
10 VPU -2.520459 Utilities ETF
9 VNQ -3.053370 Real Estate ETF
8 VAW -3.165271 Materials ETF
5 VHT -3.323632 Health Care ETF
6 VIS -4.514668 Industrials ETF
4 VFH -4.617891 Financials ETF
1 VCR -4.721407 Consumer Discretionary ETF
7 VGT -4.954472 Information Technology ETF
0 VOX -8.783598 Communication Services ETF
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')
latest_p MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor adf hurst Sector Market Index index index_Symbol
Symbol
ACC 64.230003 49.209999 65.019997 65.019997 10.926848 2.134689 0.978004 0.420279 Real Estate SP400 NaN NaN
MTOR 35.939999 32.93 36.279999 36.279999 5.065223 1.664475 0.319063 0.43585 error SP600 NaN NaN
TVTY 32.130001 27.870001 32.889999 32.889999 2.341879 1.643789 0.518794 0.448871 error SP600 NaN NaN
BANF 94.860001 77.379997 86.82 86.82 2.011991 1.135864 0.955166 0.536352 error SP600 NaN NaN
Y 830.5 737.890015 862.869995 862.869995 1.771776 1.56538 0.382688 0.459685 Financial Services SP400 NaN NaN
... ... ... ... ... ... ... ... ... ... ... ... ...
ODFL NaN NaN NaN NaN -5.178995 NaN NaN NaN Industrials NaN SP500 SPY
EW NaN NaN NaN NaN -2.677285 NaN NaN NaN Healthcare NaN SP500 SPY
PCRX NaN NaN NaN NaN -2.849253 NaN NaN NaN Healthcare NaN SP600 SLY
CBOE NaN NaN NaN NaN -4.539896 NaN NaN NaN Financial Services NaN SP500 SPY
PCAR NaN NaN NaN NaN -4.010257 NaN NaN NaN Industrials NaN SP500 SPY

1555 rows × 12 columns

0.975

temp_sm

index MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor
Symbol
A 2022-06-17 147.679993 179.570007 179.570007 -9.088903 1.131711
AA 2022-06-17 44.419998 98.089996 98.089996 -3.704472 0.98632
AAL 2022-06-17 22.549999 22.549999 22.549999 -3.126898 0.707794
AAN 2022-06-17 NaN 35.439999 35.439999 NaN NaN
AAON 2022-06-17 81.25 83.790001 83.790001 -10.22921 1.041044
... ... ... ... ... ... ...
ZIMV 2022-06-17 NaN NaN NaN NaN NaN
ZION 2022-06-17 60.650002 75.440002 75.440002 -4.600841 0.978199
ZTS 2022-06-17 187.320007 249.270004 249.270004 -6.71488 1.095466
ZUMZ 2022-06-17 50.060001 55.099998 55.099998 -5.921479 1.674903
ZYXI 2022-06-17 16.263636 16.263636 16.263636 -10.695845 0.673641

1519 rows × 6 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
MIN_Lookback_One_Year MIN_Lookback_2_Months MIN_Lookback_1_Months risk_trend_factor volume_factor index sector sector_risk_trend_factor index Sector
Symbol
ACC 49.209999 65.019997 65.019997 10.926848 2.134689 VNQ MDYG -3.05337 SP400 Real Estate
MTOR 32.93 36.279999 36.279999 5.065223 1.664475 error SLY error SP600 error
TVTY 27.870001 32.889999 32.889999 2.341879 1.643789 error SLY error SP600 error
BANF 77.379997 86.82 86.82 2.011991 1.135864 error SLY error SP600 error
Y 737.890015 862.869995 862.869995 1.771776 1.56538 VFH MDYG -4.617891 SP400 Financial Services
SAFM 177.479996 200.0 200.0 1.751569 1.334104 VDC MDYG -2.28397 SP400 Consumer Defensive
SJI 29.24 35.32 35.32 1.295238 0.791297 error SLY error SP600 error
LNTH 25.790001 64.139999 69.738998 1.178774 1.823238 VHT SLY -3.323632 SP600 Healthcare
ROG 206.130005 274.51001 274.51001 1.068804 0.980653 error SLY error SP600 error
TWI 11.82 15.77 18.889999 0.931088 1.389288 VIS SLY -4.514668 SP600 Industrials
PBF 18.780001 30.129999 32.41 0.887657 0.835417 VDE SLY -0.123306 SP600 Energy
GO 36.77 36.77 37.82 0.842135 1.191531 VDC MDYG -2.28397 SP400 Consumer Defensive
HRB 26.23 28.17 34.959999 0.731411 0.963511 VCR MDYG -4.721407 SP400 Consumer Cyclical
AZPN 162.559998 169.220001 191.460007 0.719312 0.677612 VGT MDYG -4.954472 SP400 Technology
CEIX 18.93 50.389999 55.259998 0.677246 1.548727 VDE SLY -0.123306 SP600 Energy
PSB 165.850006 189.229996 189.830002 0.57675 2.540601 error MDYG error SP400 error
MCK 204.660004 333.440002 339.940002 0.573819 1.048139 VHT SPY -3.323632 SP500 Healthcare
GCP 27.780001 32.279999 32.279999 0.502796 1.87078 error SLY error SP600 error
WRB 54.953335 71.269997 71.529999 0.374885 1.220256 VFH SPY -4.617891 SP500 Financial Services
FCN 147.380005 167.279999 170.649994 0.359043 0.694756 error MDYG error SP400 error
XOM 64.800003 91.510002 92.919998 0.347413 1.153813 VDE SPY -0.123306 SP500 Energy
MANT 92.0 92.0 94.730003 0.320637 2.782348 VGT SLY -4.954472 SP600 Technology
SM 24.780001 43.689999 43.689999 0.305033 0.640686 VDE SLY -0.123306 SP600 Energy
DINO 39.389999 40.950001 48.290001 0.269915 1.094012 VDE MDYG -0.123306 SP400 Energy
PLAB 14.56 20.299999 20.299999 0.264129 2.163783 VGT SLY -4.954472 SP600 Technology
MPC 64.839996 91.879997 98.290001 0.209274 1.221452 VDE SPY -0.123306 SP500 Energy
LLY 235.850006 314.0 314.0 0.187301 0.967658 VHT SPY -3.323632 SP500 Healthcare
VLO 84.949997 111.519997 131.690002 0.182835 1.3872 VDE SPY -0.123306 SP500 Energy
APA 24.299999 45.220001 45.27 0.181301 0.999608 VDE SPY -0.123306 SP500 Energy
PPC 26.280001 29.700001 30.559999 0.177885 1.275425 VDC MDYG -2.28397 SP400 Consumer Defensive
MRO 14.16 27.719999 29.0 0.151107 1.000459 VDE SPY -0.123306 SP500 Energy
DVN 31.99 64.980003 73.18 0.148782 1.104104 VDE SPY -0.123306 SP500 Energy
UTHR 212.619995 218.380005 218.380005 0.139402 1.481235 VHT MDYG -3.323632 SP400 Healthcare
VIVO 27.450001 28.719999 28.719999 0.109712 0.591657 error SLY error SP600 error
ROCC 25.59 42.66 42.66 0.108216 1.213679 VDE SLY -0.123306 SP600 Energy
COP 61.779999 107.519997 108.300003 0.10252 0.95084 VDE SPY -0.123306 SP500 Energy
OXY 32.52 63.240002 69.169998 0.093736 1.190976 VDE SPY -0.123306 SP500 Energy
MGPI 76.68 97.610001 104.0 0.074244 1.204144 error SLY error SP600 error
nominal, pct_change, pct_change().cumsum
Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
Index(['2022-06-19', '2022-06-26', '2022-07-03', '2022-07-10', '2022-07-17',
       '2022-07-24', '2022-07-31', '2022-08-07', '2022-08-14', '2022-08-21',
       '2022-08-28', '2022-09-04', '2022-09-11'],
      dtype='object')
87.44243789162297
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.819317
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 365.859985 364.518828 396.470318 428.421808 419.420001 25.514981 368.390039 470.449963
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPY 1.183517 365.859985 1719938470.507812 0.369677 0.658465 0.422658
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 955.5530324568704 1191.7434001588522
test cv mean error, stdev (10 folds): 1006.6403589312771 1238.3804537753442
sell date: 2022-08-28
expected return: 0.11365382501453676
discounted return: 0.0015172956155042883
quarter return: 1.1496820237686733
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
       totalAssets
SPTM  5.538233e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.310001 44.984943 48.919841 52.854739 51.683968 3.088065 45.507837 57.860099
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPTM 1.653055 45.310001 10189559.179688 0.388272 0.658826 0.429487
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 14.216915876601824 16.99929328311187
test cv mean error, stdev (10 folds): 15.009608233904638 17.634103244062654
sell date: 2022-08-28
expected return: 0.06878861939823555
discounted return: 0.0009374232719445708
quarter return: 1.0900270835146681
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
Empty DataFrame
Columns: []
Index: [MDYG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 59.93 59.511554 65.413016 71.314478 69.046349 4.323319 60.399712 77.692987
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MDYG 0.576598 59.93 4938966.40625 0.256027 0.494117 0.451147
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 63.12940057605013 122.8158975223343
test cv mean error, stdev (10 folds): 68.77696792669757 127.44125691990534
sell date: 2022-08-28
expected return: 0.0900181626794404
discounted return: 0.0012147422603323577
quarter return: 1.1181644593788629
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 78.089996 78.068302 85.071269 92.074236 88.226349 4.474948 79.276452 97.176246
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SLY 1.23276 78.089996 1808137.109375 0.449524 0.532018 0.51304
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 103.79322813481043 141.07367968005195
test cv mean error, stdev (10 folds): 112.1151826866341 145.3621586882712
sell date: 2022-08-28
expected return: 0.09464636836855406
discounted return: 0.0012744926008916302
quarter return: 1.1243202867036735
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.493072
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 102.349998 106.909959 119.43381 131.957661 112.539048 6.727104 99.08484 125.993256
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDE 0.896641 102.349998 25785341.015625 0.70127 0.621023 0.512979
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 162.26028101973316 186.69475900021942
test cv mean error, stdev (10 folds): 177.93582907450698 188.7790932527092
sell date: 2022-09-11
expected return: 0.28041097653580677
discounted return: 0.0029122453338439325
quarter return: 1.3067422300135922
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 177.059998 176.153403 185.845715 195.538026 194.674128 7.920194 178.833739 210.514517
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 1.413592 177.059998 3264449.609375 0.48903 0.752482 0.355797
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 100.4250963612048 79.00566085677939
test cv mean error, stdev (10 folds): 95.34988963632661 81.13414161655594
sell date: 2022-06-19
expected return: 0.028967995014778737
discounted return: 0.028967995014778758
quarter return: 13.834763379181457
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 141.440002 142.694749 156.469524 170.244299 158.564286 5.736683 147.09092 170.037651
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VPU 1.250581 141.440002 5031661.71875 0.451674 0.569436 0.290073
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 157.5005397449381 358.75139341691283
test cv mean error, stdev (10 folds): 172.2463620239812 373.06968106647014
sell date: 2022-06-19
expected return: 0.0768221407411059
discounted return: 0.07682214074110583
quarter return: 906.245463344889
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.699997 86.580768 94.91381 103.246851 101.788572 7.189885 87.408801 116.168343
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VNQ 1.231534 87.699997 102932828.515625 0.296727 0.445676 0.39584
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 86.67543097788253 161.6982901186738
test cv mean error, stdev (10 folds): 93.69122194082982 167.98671393537586
sell date: 2022-06-19
expected return: 0.02205948107694154
discounted return: 0.022059481076941445
quarter return: 7.444023897114046
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 162.800003 163.360294 181.546031 199.731768 187.277779 8.558355 170.161068 204.394489
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 1.040096 162.800003 2683599.21875 0.553392 0.650248 0.42433
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 205.0117757409078 229.50286867669206
test cv mean error, stdev (10 folds): 219.71296999563498 235.71454689543646
sell date: 2022-09-18
expected return: 0.06524432418026509
discounted return: 0.0006872380532618738
quarter return: 1.0652443241802583
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.748669
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 220.210007 218.770447 234.353333 249.93622 243.78492 11.544258 220.696404 266.873435
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VHT 1.223885 220.210007 5367987.5 0.406751 0.629182 0.332826
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 237.05413896527213 269.8255299596183
test cv mean error, stdev (10 folds): 227.72491126898126 281.29883208944585
sell date: 2022-08-28
expected return: 0.06291307783865448
discounted return: 0.0008597119519702101
quarter return: 1.082268737049756
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 159.809998 159.424409 172.598254 185.772099 181.362857 9.892736 161.577386 201.148329
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIS 0.869685 159.809998 3372254.101562 0.42518 0.484643 0.470479
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 213.0870792804144 181.9457105460846
test cv mean error, stdev (10 folds): 223.723963351123 187.5372097386256
sell date: 2022-07-24
expected return: 0.09378205579421175
discounted return: 0.002493143459946001
quarter return: 1.2574473426776744
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 75.849998 74.907534 82.472858 90.038182 86.832222 5.55532 75.721582 97.942862
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VFH 1.270717 75.849998 16520124.609375 0.43829 0.480904 0.491635
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 54.780343042381176 49.08282008546465
test cv mean error, stdev (10 folds): 57.394667758940955 50.7430195700265
sell date: 2022-09-18
expected return: 0.032192068425141204
discounted return: 0.00034445890536605184
quarter return: 1.03219206842515
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  6.015592e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 225.869995 218.39857 242.946031 267.493493 271.133333 28.125894 214.881544 327.385121
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VCR 1.292819 225.869995 2596418.164062 0.205768 0.641228 0.473825
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 1049.0894816988537 1552.387658053613
test cv mean error, stdev (10 folds): 1148.847289505217 1594.2752342032827
sell date: 2022-08-07
expected return: 0.05582835139949714
discounted return: 0.0010871029895367368
quarter return: 1.1051257748984558
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 319.809998 313.391914 345.179842 376.96777 371.755716 29.840347 312.075022 431.43641
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 1.152846 319.809998 14308852.539062 0.262275 0.685573 0.43018
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 992.8049834301754 793.2003711733333
test cv mean error, stdev (10 folds): 1054.935324913171 805.991064854646
sell date: 2022-09-18
expected return: 0.13187955443232405
discounted return: 0.0013474240638169377
quarter return: 1.131879554432333
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 92.860001 91.464788 99.415079 107.365371 107.439841 9.28909 88.861661 126.018022
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VOX 1.840996 92.860001 4644931.835938 0.059723 0.708136 0.512969
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 85.90984878407943 73.83518328694369
test cv mean error, stdev (10 folds): 91.80168415960244 74.93294839457018
sell date: 2022-08-28
expected return: 0.06648933699165002
discounted return: 0.0009070626925808956
quarter return: 1.086989494591177
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.230003 64.240713 64.712222 65.183731 62.082857 3.916774 54.249309 69.916406
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 2.134689 64.230003 27009982.03125 0.97101 0.978004 0.420279
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 14.002980457032441 10.442431974910885
test cv mean error, stdev (10 folds): 15.172164708897602 10.242651718117648
sell date: 2022-07-31
expected return: 0.01770938315542047
discounted return: 0.0004083251823976397
quarter return: 1.0382724739785627
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 35.939999 35.942037 36.098889 36.25574 35.883651 0.243988 35.395675 36.371626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTOR 1.664475 35.939999 15456103.320312 0.980154 0.319063 0.43585
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 16.339797487699105 12.251314855481748
test cv mean error, stdev (10 folds): 16.151104516762537 12.834042609341937
sell date: 2022-09-18
expected return: 0.10723668466125544
discounted return: 0.001107867995423728
quarter return: 1.1072366846612631
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.130001 31.878985 32.19127 32.503555 31.861111 0.826432 30.208246 33.513976
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 1.643789 32.130001 10900973.046875 0.966327 0.518794 0.448871
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 21.097800782250275 17.719029608718
test cv mean error, stdev (10 folds): 22.59034686478315 17.91244793140013
sell date: 2022-08-07
expected return: 0.08512772919495565
discounted return: 0.001635289686762631
quarter return: 1.1622104744179889
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.860001 81.144325 89.856826 98.569327 85.566191 4.220089 77.126013 94.006368
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BANF 1.135864 94.860001 2480755.664062 0.965783 0.955166 0.536352
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 64.40840297506074 42.52350883817623
test cv mean error, stdev (10 folds): 68.88292764891482 42.05756361230951
sell date: 2022-09-18
expected return: -0.03831151591514609
discounted return: -0.0004245261879796125
quarter return: 0.96168848408485
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 830.5 830.573879 833.250157 835.926435 838.613332 7.460501 823.69233 853.534333
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
Y 1.56538 830.5 1623886.71875 0.919536 0.382688 0.459685
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 6830.83998938945 9059.456308741981
test cv mean error, stdev (10 folds): 7140.470182366679 9445.980311781888
sell date: 2022-08-07
expected return: 0.018482186671808076
discounted return: 0.0003663364200887642
quarter return: 1.0342709463466802
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.811968    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4649520640         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM     1.97168                     0.826786       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832    5.38993  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 208.309998 186.953267 199.289207 211.625148 191.30127 7.50937 176.282531 206.320009
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFM 1.334104 208.309998 5061001.171875 0.98121 0.675913 0.476629
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 341.8995456857701 406.0401102878622
test cv mean error, stdev (10 folds): 366.1965904438906 418.1646867976846
sell date: 2022-09-18
expected return: 0.03477390905806314
discounted return: 0.00037162292056591717
quarter return: 1.0347739090580612
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 34.200001 33.571564 34.29746 35.023356 34.252857 0.376732 33.499393 35.006321
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SJI 0.791297 34.200001 26850614.0625 0.934426 0.172286 0.415691
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 11.032857251779552 9.06545661123771
test cv mean error, stdev (10 folds): 12.01130208919697 8.93699372055595
sell date: 2022-09-18
expected return: -0.013758166069532271
discounted return: -0.00015057221476544314
quarter return: 0.9862418339304628
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.720001 58.693247 66.262412 73.831578 61.742857 5.236883 51.269091 72.216623
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 1.823238 60.720001 14149384.179688 0.79355 0.965336 0.533209
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 42.20944812442462 64.78300074110847
test cv mean error, stdev (10 folds): 42.661090255055115 67.92847044203776
sell date: 2022-09-18
expected return: 0.4109071514914948
discounted return: 0.003748670356339634
quarter return: 1.4109071514915077
['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 259.380005 254.172765 260.19492 266.217074 267.576983 6.298768 254.979447 280.17452
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROG 0.980653 259.380005 3248345.898438 0.91539 0.71811 0.478768
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 923.7177242546556 1367.48960810325
test cv mean error, stdev (10 folds): 1005.1315131672606 1408.5880717304296
sell date: 2022-09-11
expected return: 0.029324962907460506
discounted return: 0.0003400956025878532
quarter return: 1.0317779467744637
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 17.52 16.247353 18.072381 19.897408 15.954921 1.924943 12.105034 19.804807
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 1.389288 17.52 10530212.5 0.876816 0.791457 0.500704
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 3.2805800844676796 4.993652693641646
test cv mean error, stdev (10 folds): 3.572171330127623 5.147324164231099
sell date: 2022-07-24
expected return: 0.005320444476753903
discounted return: 0.00014740922241451848
quarter return: 1.0136530116318712
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.98 27.175062 35.668889 44.162716 29.964286 5.34115 19.281986 40.646585
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.835417 32.98 92668774.023438 0.721917 0.581704 0.554972
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 34.29026533421989 23.683932597018416
test cv mean error, stdev (10 folds): 29.947934102695836 20.23875570492777
sell date: 2022-08-07
expected return: 0.5722785277771747
discounted return: 0.009091596944749591
quarter return: 2.2993985304856697
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 40.150002 35.915072 38.024936 40.134801 35.226667 2.439389 30.347888 40.105445
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GO 1.191531 40.150002 21744971.289062 0.687007 0.173605 0.403873
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 15.809878099615663 6.8291644035736905
test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745
sell date: 2022-07-24
expected return: 0.0063937902839149635
discounted return: 0.00017705558133318533
quarter return: 1.016421038833542
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 33.0 32.411108 34.624444 36.837781 29.692222 4.042801 21.60662 37.777824
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 0.963511 33.0 54249330.46875 0.83894 0.727369 0.435637
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 6.810426445471288 7.0714351587462385
test cv mean error, stdev (10 folds): 7.190817226155514 7.30849167762353
sell date: 2022-09-18
expected return: 0.03855437643735156
discounted return: 0.00041127719823297326
quarter return: 1.0385543764373528
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 189.199997 179.517829 194.02619 208.534551 172.712063 17.04983 138.612402 206.811723
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
AZPN 0.677612 189.199997 9413646.875 0.817172 0.799656 0.381343
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 455.88267076129983 541.1075629116453
test cv mean error, stdev (10 folds): 500.50451604473744 547.8829654623287
sell date: 2022-09-18
expected return: 0.10134786512475712
discounted return: 0.0010498415855568766
quarter return: 1.1013478651247464
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 46.150002 47.268535 52.341873 57.415211 46.69127 6.413974 33.863321 59.519218
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 1.548727 46.150002 10292389.84375 0.762563 0.855686 0.521917
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 36.976321206260096 64.10182322768459
test cv mean error, stdev (10 folds): 36.976336010190934 64.10181980239541
sell date: 2022-09-18
expected return: 1.5253203600537018
discounted return: 0.01012008177233592
quarter return: 2.525320360053713
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 185.919998 185.696223 186.664367 187.632511 178.031091 10.476157 157.078776 198.983405
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PSB 2.540601 185.919998 2723370.898438 0.951471 0.840486 0.47672
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 338.2036909355542 505.799897507174
test cv mean error, stdev (10 folds): 371.31200217226143 518.9986598445007
sell date: 2022-08-07
expected return: 0.017148258571142442
discounted return: 0.00034011556113511254
quarter return: 1.0317798406686582
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 300.570007 299.443248 318.421081 337.398913 317.445859 10.066372 297.313115 337.578604
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 1.048139 300.570007 22868822.070312 0.803327 0.997242 0.461301
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 518.2206827971352 568.7446331297658
test cv mean error, stdev (10 folds): 542.1495065634238 591.2014883903353
sell date: 2022-06-19
expected return: 0.028401984075183757
discounted return: 0.028401984075183684
quarter return: 13.151864867613655
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 30.93 30.835356 31.038381 31.241406 31.187778 0.232375 30.723027 31.652528
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GCP 1.87078 30.93 8243886.328125 0.913628 0.155232 0.442804
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 6.725378358452527 8.767570416634882
test cv mean error, stdev (10 folds): 7.2299543287742125 9.041944167259995
sell date: 2022-09-11
expected return: 0.031037791811212006
discounted return: 0.00035966301446155313
quarter return: 1.0336363774338702
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 66.82 65.019435 68.896032 72.772628 67.946191 1.725853 64.494485 71.397896
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
WRB 1.220256 66.82 24741280.664062 0.845794 0.942554 0.452599
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 36.391371239272026 68.87309205240048
test cv mean error, stdev (10 folds): 39.75805827574408 71.36647056724222
sell date: 2022-09-11
expected return: 0.06296320305249105
discounted return: 0.000718616700517094
quarter return: 1.0683217860575231
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 164.020004 159.077845 165.278412 171.47898 162.282857 5.027495 152.227867 172.337847
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FCN 0.694756 164.020004 6853053.320312 0.888589 0.922824 0.404937
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 221.9363996832125 99.19003381369951
test cv mean error, stdev (10 folds): 216.7443928056744 102.59619594941105
sell date: 2022-09-04
expected return: 0.12937876716759217
discounted return: 0.0015610597253727931
quarter return: 1.154313175112898
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 86.120003 88.433461 96.553809 104.674158 88.917204 6.448671 76.019861 101.814547
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 1.153813 86.120003 552640281.25 0.738786 0.784328 0.530974
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 91.49524310374426 82.24235870170313
test cv mean error, stdev (10 folds): 100.12742157673412 81.36662110947869
sell date: 2022-09-11
expected return: 0.1965755646592561
discounted return: 0.0021135690462554813
quarter return: 1.2143915279789432
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.790001 94.21236 94.956032 95.699705 88.233333 5.546632 77.140069 99.326598
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MANT 2.782348 94.790001 4428022.265625 0.833671 0.571232 0.363702
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 60.385622027777416 35.316278309518836
test cv mean error, stdev (10 folds): 57.005994391999096 35.30329377276276
sell date: 2022-09-18
expected return: 0.03629820039840771
discounted return: 0.0003876288112716342
quarter return: 1.0362982003984118
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.709999 36.543497 46.618254 56.693011 41.080159 5.405133 30.269893 51.890424
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.640686 39.709999 85332599.609375 0.715458 0.803847 0.471215
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 42.37610152236556 58.106738953917485
test cv mean error, stdev (10 folds): 46.450576534700396 59.425731885749904
sell date: 2022-09-18
expected return: 2.8759349619212884
discounted return: 0.014834905637306273
quarter return: 3.875934961921255
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.0 43.432974 51.035714 58.638454 43.785397 6.19363 31.398138 56.172656
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DINO 1.094012 45.0 51433534.179688 0.676181 0.488602 0.560442
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 68.74363453666071 61.18344803930672
test cv mean error, stdev (10 folds): 74.39993477363797 61.36632124815793
sell date: 2022-09-18
expected return: 0.2808344011369161
discounted return: 0.0026939672414314497
quarter return: 1.2808344011369226
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.980357        3.417        7.842          1.889  233440992   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.31281  10.108109     90646496      0.30828    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90554  Semiconductor Equipment & Materials  1385207808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19934           0     1.19     1.62538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.856183       0.12032      2.814        0.07156   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12739          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61729400       3.37  329281984             5.433  82548000   

     totalRevenue trailingPE  
PLAB    746267008  15.338346  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 19.15 14.678059 19.802381 24.926703 17.249841 2.549321 12.151199 22.348483
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PLAB 2.163783 19.15 10786618.945312 0.729861 0.736899 0.332818
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 3.334656929030538 2.7550711262742067
test cv mean error, stdev (10 folds): 3.3074930878853954 2.8881385112542737
sell date: 2022-06-26
expected return: 0.06992632909908494
discounted return: 0.008484515546484772
quarter return: 2.1755524670673285
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.290001 89.493723 102.090159 114.686595 92.392331 8.807067 74.778196 110.006465
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 1.221452 87.290001 141817662.109375 0.691764 0.549549 0.514371
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 140.0238200142677 139.69179090033344
test cv mean error, stdev (10 folds): 136.35409856051533 146.00360337831208
sell date: 2022-09-11
expected return: 0.36403694571141243
discounted return: 0.003659014914468406
quarter return: 1.399360021186027
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.430392        1.267      174.931         3.92        0.0134   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  38.83845   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84303   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  278272606208        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     5.44   34.015434   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.489974       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         956592000       1.74  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104  44.412212  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 290.899994 284.096885 302.232381 320.367877 296.315556 9.524706 277.266144 315.364968
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LLY 0.967658 290.899994 70977344.335938 0.829733 0.979741 0.407173
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 459.6304362722876 543.8838721179123
test cv mean error, stdev (10 folds): 480.5258484532119 566.2048214421843
sell date: 2022-08-28
expected return: 0.11058611715620836
discounted return: 0.0014783862361804623
quarter return: 1.1455800400356924
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 7.482400e+09  7.691900e+09  7.887700e+09   
Capital Surplus                   6.656300e+09  6.833400e+09  6.758000e+09   
Total Liab                        3.745730e+10  3.965120e+10  4.023290e+10   
Total Stockholder Equity          9.330800e+09  8.979200e+09  7.757000e+09   
Minority Interest                 1.312000e+08  1.756000e+08  1.971000e+08   
Other Current Liab                3.135000e+09  3.814100e+09  2.513000e+09   
Total Assets                      4.691930e+10  4.880600e+10  4.818700e+10   
Common Stock                      5.941000e+08  5.963000e+08  5.982000e+08   
Other Current Assets              3.880000e+07  9.900000e+06  5.500000e+06   
Retained Earnings                 9.369400e+09  8.958500e+09  9.639400e+09   
Other Liab                        8.875200e+09  8.674200e+09  1.099380e+10   
Good Will                         3.892000e+09  3.892000e+09  3.884100e+09   
Treasury Stock                   -7.289000e+09 -7.409000e+09 -9.238600e+09   
Other Assets                      6.506600e+09  6.380000e+09  6.122000e+09   
Cash                              2.459200e+09  3.818500e+09  3.788200e+09   
Total Current Liabilities         1.338600e+10  1.505270e+10  1.368200e+10   
Deferred Long Term Asset Charges  2.464900e+09  2.489300e+09  2.625600e+09   
Short Long Term Debt              1.355900e+09  1.539500e+09  1.580000e+09   
Other Stockholder Equity         -7.238500e+09 -7.356300e+09 -9.185900e+09   
Property Plant Equipment          9.102700e+09  8.985100e+09  8.920400e+09   
Total Current Assets              1.696470e+10  1.845240e+10  1.780830e+10   
Long Term Investments             2.970900e+09  3.404600e+09  3.564500e+09   
Net Tangible Assets              -2.043600e+09 -2.604700e+09 -4.014800e+09   
Short Term Investments            1.091000e+08  9.010000e+07  3.710000e+07   
Net Receivables                   7.763600e+09  8.112500e+09  6.992300e+09   
Long Term Debt                    1.519610e+10  1.538700e+10  1.555710e+10   
Inventory                         3.893000e+09  3.886000e+09  3.907400e+09   
Accounts Payable                  1.433300e+09  1.670600e+09  1.566800e+09   

                                    2021-06-30  
Intangible Assets                 7.985400e+09  
Capital Surplus                   6.669200e+09  
Total Liab                        4.114550e+10  
Total Stockholder Equity          6.444400e+09  
Minority Interest                 2.191000e+08  
Other Current Liab                3.878400e+09  
Total Assets                      4.780900e+10  
Common Stock                      5.981000e+08  
Other Current Assets              5.400000e+06  
Retained Earnings                 8.530100e+09  
Other Liab                        1.127500e+10  
Good Will                         3.884200e+09  
Treasury Stock                   -9.353000e+09  
Other Assets                      6.104000e+09  
Cash                              3.220000e+09  
Total Current Liabilities         1.509320e+10  
Deferred Long Term Asset Charges  2.674900e+09  
Short Long Term Debt              1.625700e+09  
Other Stockholder Equity         -9.300300e+09  
Property Plant Equipment          8.855500e+09  
Total Current Assets              1.729550e+10  
Long Term Investments             3.684400e+09  
Net Tangible Assets              -5.425200e+09  
Short Term Investments            5.120000e+07  
Net Receivables                   6.869700e+09  
Long Term Debt                    1.477730e+10  
Inventory                         3.824900e+09  
Accounts Payable                  1.597800e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                               -2.320000e+07 -1.180000e+07   
Change To Liabilities                      0.000000e+00 -6.641000e+08   
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08   
Net Borrowings                            -2.104000e+08 -2.600000e+06   
Total Cash From Financing Activities      -2.878300e+09 -1.526500e+09   
Change To Operating Activities            -4.550000e+07  2.063500e+09   
Net Income                                 1.902900e+09  1.726100e+09   
Change In Cash                            -1.359300e+09  3.030000e+07   
Repurchase Of Stock                       -1.500000e+09 -7.500000e+08   
Effect Of Exchange Rate                    3.360000e+07 -2.207000e+08   
Total Cash From Operating Activities       2.499200e+09  2.156500e+09   
Depreciation                               4.357000e+08  4.457000e+08   
Other Cashflows From Investing Activities -1.334000e+08  2.700000e+07   
Dividends Paid                            -8.855000e+08 -7.733000e+08   
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05   
Change To Netincome                        2.061000e+08  4.592000e+08   
Capital Expenditures                      -3.654000e+08 -2.914000e+08   
Change To Inventory                                 NaN -2.359000e+08   
Change To Account Receivables                       NaN -1.278300e+09   

                                             2021-09-30    2021-06-30  
Investments                               -1.077000e+08 -2.440000e+07  
Change To Liabilities                      0.000000e+00  0.000000e+00  
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08  
Net Borrowings                             3.077000e+08  2.000000e+08  
Total Cash From Financing Activities      -4.632000e+08 -1.083200e+09  
Change To Operating Activities            -6.665000e+08  2.212000e+08  
Net Income                                 1.110100e+09  1.390200e+09  
Change In Cash                             5.682000e+08  2.176000e+08  
Repurchase Of Stock                       -7.500000e+08 -5.000000e+08  
Effect Of Exchange Rate                    1.660000e+07  8.600000e+06  
Total Cash From Operating Activities       1.631300e+09  1.775500e+09  
Depreciation                               3.823000e+08  3.693000e+08  
Other Cashflows From Investing Activities -5.320000e+07  7.240000e+07  
Dividends Paid                            -7.704000e+08 -7.683000e+08  
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07  
Change To Netincome                        8.054000e+08 -2.052000e+08  
Capital Expenditures                      -3.368000e+08 -3.813000e+08  
Change To Inventory                       -2.359000e+08 -2.359000e+08  
Change To Account Receivables             -1.278300e+09 -1.278300e+09  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   6740100000  1390200000
3Q2021   6772800000  1110100000
4Q2021   7999900000  1726100000
1Q2022   7810000000  1902900000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                    1610100000.0  1959400000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2053600000.0  1839900000.0   
Minority Interest                        131200000.0   175600000.0   
Net Income                              1902900000.0  1726100000.0   
Selling General Administrative          1464600000.0  1519400000.0   
Gross Profit                            5737900000.0  5854300000.0   
Ebit                                    2663200000.0  2375500000.0   
Operating Income                        2663200000.0  2375500000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -84900000.0   -81400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150700000.0   113800000.0   
Total Revenue                           7810000000.0  7999900000.0   
Total Operating Expenses                5146800000.0  5624400000.0   
Cost Of Revenue                         2072100000.0  2145600000.0   
Total Other Income Expense Net          -609600000.0  -535600000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1902900000.0  1726100000.0   
Net Income Applicable To Common Shares  1902900000.0  1726100000.0   

                                          2021-09-30    2021-06-30  
Research Development                    1708900000.0  1672800000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1245300000.0  1593900000.0  
Minority Interest                        197100000.0   219100000.0  
Net Income                              1110100000.0  1390200000.0  
Selling General Administrative          1505300000.0  1614600000.0  
Gross Profit                            5342000000.0  5209900000.0  
Ebit                                    2127800000.0  1922500000.0  
Operating Income                        2127800000.0  1922500000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -83600000.0   -86900000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       135200000.0   203700000.0  
Total Revenue                           6772800000.0  6740100000.0  
Total Operating Expenses                4645000000.0  4817600000.0  
Cost Of Revenue                         1430800000.0  1530200000.0  
Total Other Income Expense Net          -882500000.0  -328600000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1110100000.0  1390200000.0  
Net Income Applicable To Common Shares  1110100000.0  1390200000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  24466874    2021-12-30   
1                            Vanguard 500 Index Fund  16814257    2021-12-30   
2                             Vanguard/Primecap Fund  16263808    2021-12-30   
3              Vanguard Specialized-Health Care Fund  10213125    2022-01-30   
4                             SPDR S&P 500 ETF Trust   8436788    2022-01-30   
5                            Fidelity 500 Index Fund   8130898    2022-02-27   
6                           iShares Core S&P 500 ETF   6602520    2022-01-30   
7                    Vanguard Index-Value Index Fund   6578581    2021-12-30   
8                            Fidelity Contrafund Inc   6465969    2022-02-27   
9  Vanguard Institutional Index Fund-Institutiona...   5982359    2021-12-30   

    % Out       Value  
0  0.0258  6758239936  
1  0.0177  4644434068  
2  0.0171  4492389045  
3  0.0107  2506198743  
4  0.0089  2070303407  
5  0.0086  2032317955  
6  0.0069  1620192382  
7  0.0069  1817135643  
8  0.0068  1616168951  
9  0.0063  1652447202  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                     0
peerCount                           83
governanceScore                  11.56
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance               LEAD_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile                 0
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  9.871818   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80514  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  45886316544        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.438094                     0.364858       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216   18.10045  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 112.440002 114.972524 130.979841 146.987158 116.34127 14.566462 87.208346 145.474193
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VLO 1.3872 112.440002 90552079.101562 0.691389 0.569718 0.530999
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 298.2478164675302 228.5074417183918
test cv mean error, stdev (10 folds): 310.914548290311 235.94980353237582
sell date: 2022-09-11
expected return: 0.41176994172704795
discounted return: 0.004065231256000779
quarter return: 1.45243742615299
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.220001 39.703868 46.051746 52.399625 42.946032 3.294685 36.356662 49.535402
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.999608 39.220001 204531248.4375 0.713933 0.302651 0.445144
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 46.85249904087894 42.24639199225648
test cv mean error, stdev (10 folds): 51.13208195708758 41.97344746396891
sell date: 2022-07-17
expected return: 0.48386219496704636
discounted return: 0.013701579315026358
quarter return: 3.4972874249785675
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
        beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  1.12745        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  11.328186    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.19334  Packaged Foods  7149453824         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.59    2.745392   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.454094       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         243676000       2.43  725539968             3.019  3755959040   

    totalRevenue  
PPC  15744428032  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 29.34 28.165931 31.419048 34.672164 28.426667 2.86898 22.688707 34.164626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PPC 1.275425 29.34 17241312.5 0.741748 0.282386 0.556574
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 26.619523348246442 34.681389958125926
test cv mean error, stdev (10 folds): 27.98315577087452 36.09188638940738
sell date: 2022-06-19
expected return: 0.023072247777613367
discounted return: 0.023072247777613297
quarter return: 8.154173875454022
['quarterly_balance_sheet',                                     2022-03-27    2021-12-26    2021-09-26  \
Intangible Assets                 9.385640e+08  9.632430e+08  1.028664e+09   
Capital Surplus                   1.966066e+09  1.964028e+09  1.962750e+09   
Total Liab                        6.524261e+09  6.324271e+09  6.216460e+09   
Total Stockholder Equity          2.781630e+09  2.577080e+09  2.604243e+09   
Minority Interest                 1.197600e+07  1.185400e+07  1.214000e+07   
Other Current Liab                3.009220e+08  3.085060e+08  4.109530e+08   
Total Assets                      9.317867e+09  8.913205e+09  8.832843e+09   
Common Stock                      2.616000e+06  2.614000e+06  2.614000e+06   
Other Current Assets              6.858900e+07  4.054500e+07  6.656900e+07   
Retained Earnings                 1.284007e+09  1.003569e+09  9.668150e+08   
Other Liab                        4.077630e+08  4.709210e+08  5.265940e+08   
Good Will                         1.320100e+09  1.337252e+09  1.381872e+09   
Treasury Stock                   -4.710590e+08 -3.931310e+08 -3.279360e+08   
Other Assets                      3.726000e+07  3.772400e+07  3.165500e+07   
Cash                              7.255400e+08  4.276610e+08  5.110840e+08   
Total Current Liabilities         2.475775e+09  2.390823e+09  2.270929e+09   
Deferred Long Term Asset Charges  5.191000e+06  5.314000e+06  5.465000e+06   
Short Long Term Debt              3.616200e+07  2.541400e+07  2.023000e+07   
Other Stockholder Equity         -9.890200e+07 -4.799700e+07  1.719800e+07   
Property Plant Equipment          3.229118e+09  3.269032e+09  3.148945e+09   
Total Current Assets              3.792825e+09  3.305954e+09  3.241707e+09   
Net Tangible Assets               5.229660e+08  2.765850e+08  1.937070e+08   
Net Receivables                   1.086588e+09  1.042610e+09  9.425350e+08   
Long Term Debt                    3.373573e+09  3.187543e+09  3.191270e+09   
Inventory                         1.708995e+09  1.575658e+09  1.556821e+09   
Accounts Payable                  1.448846e+09  1.400394e+09  1.183460e+09   

                                    2021-06-27  
Intangible Assets                 5.895360e+08  
Capital Surplus                   1.959558e+09  
Total Liab                        5.154333e+09  
Total Stockholder Equity          2.582482e+09  
Minority Interest                 1.203000e+07  
Other Current Liab                5.448970e+08  
Total Assets                      7.748845e+09  
Common Stock                      2.614000e+06  
Other Current Assets              1.300070e+08  
Retained Earnings                 9.060900e+08  
Other Liab                        4.179760e+08  
Good Will                         1.024900e+09  
Treasury Stock                   -2.857800e+08  
Other Assets                      3.233100e+07  
Cash                              3.918050e+08  
Total Current Liabilities         2.244714e+09  
Deferred Long Term Asset Charges  5.494000e+06  
Short Long Term Debt              2.593100e+07  
Other Stockholder Equity          5.935400e+07  
Property Plant Equipment          2.972778e+09  
Total Current Assets              3.129300e+09  
Net Tangible Assets               9.680460e+08  
Net Receivables                   9.186950e+08  
Long Term Debt                    2.268842e+09  
Inventory                         1.530014e+09  
Accounts Payable                  1.100759e+09  ]
['quarterly_cashflow',                                             2022-03-27   2021-12-26  \
Change To Liabilities                       -2454000.0   84657000.0   
Total Cashflows From Investing Activities  -85576000.0 -111842000.0   
Net Borrowings                             196412000.0    -235000.0   
Total Cash From Financing Activities       166330000.0    -235000.0   
Change To Operating Activities              -8946000.0  -75981000.0   
Net Income                                 280438000.0   36754000.0   
Change In Cash                             305677000.0 -115074000.0   
Repurchase Of Stock                        -28984000.0  -28984000.0   
Effect Of Exchange Rate                     -2073000.0   -1961000.0   
Total Cash From Operating Activities       226996000.0   -1036000.0   
Depreciation                               102142000.0  106488000.0   
Change To Inventory                       -146035000.0  -28211000.0   
Change To Account Receivables              -66669000.0 -120429000.0   
Other Cashflows From Financing Activities   -1098000.0   -1098000.0   
Change To Netincome                        -17969000.0  -54879000.0   
Capital Expenditures                       -81578000.0 -100851000.0   

                                             2021-09-26   2021-06-27  
Change To Liabilities                      8.445000e+06  506670000.0  
Total Cashflows From Investing Activities -1.049512e+09  -73266000.0  
Net Borrowings                             9.280300e+08  -97181000.0  
Total Cash From Financing Activities       9.143870e+08 -105831000.0  
Change To Operating Activities             1.507300e+07  -25391000.0  
Net Income                                 6.072500e+07 -166687000.0  
Change In Cash                             7.517800e+07   79777000.0  
Repurchase Of Stock                       -2.898400e+07  -28984000.0  
Effect Of Exchange Rate                   -2.240000e+06     371000.0  
Total Cash From Operating Activities       2.125430e+08  258503000.0  
Depreciation                               9.207600e+07   95728000.0  
Change To Inventory                        2.429400e+07  -91397000.0  
Change To Account Receivables             -2.133800e+07  -62718000.0  
Other Cashflows From Financing Activities -1.364300e+07   -8650000.0  
Change To Netincome                        1.158100e+07  -20393000.0  
Capital Expenditures                      -9.707600e+07  -81577000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3637698000 -166687000
3Q2021   3827566000   60725000
4Q2021   4038769000   36754000
1Q2022   4240395000  280438000]
['quarterly_financials',                                           2022-03-27    2021-12-26  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        355779000.0    41659000.0   
Minority Interest                         11976000.0    11854000.0   
Net Income                               280438000.0    36754000.0   
Selling General Administrative           120323000.0    35329000.0   
Gross Profit                             541980000.0   352500000.0   
Ebit                                     421657000.0   317171000.0   
Operating Income                         421657000.0   317171000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -36296000.0   -34974000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        75219000.0     5191000.0   
Total Revenue                           4240395000.0  4038769000.0   
Total Operating Expenses                3818738000.0  3721598000.0   
Cost Of Revenue                         3698415000.0  3686269000.0   
Total Other Income Expense Net           -65878000.0  -275512000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           280560000.0    36468000.0   
Net Income Applicable To Common Shares   280438000.0    36754000.0   

                                          2021-09-26    2021-06-27  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         91220000.0  -176315000.0  
Minority Interest                         12140000.0    12030000.0  
Net Income                                60725000.0  -166687000.0  
Selling General Administrative           250844000.0   102959000.0  
Gross Profit                             371843000.0   380241000.0  
Ebit                                     120999000.0   277282000.0  
Operating Income                         120999000.0   277282000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -29833000.0   -50651000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        30385000.0    -9812000.0  
Total Revenue                           3827566000.0  3637698000.0  
Total Operating Expenses                3706567000.0  3360416000.0  
Cost Of Revenue                         3455723000.0  3257457000.0  
Total Other Income Expense Net           -29779000.0  -453597000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            60835000.0  -166503000.0  
Net Income Applicable To Common Shares    60725000.0  -166687000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  1391177    2021-12-30   
1                        iShares Core S&P Midcap ETF  1354194    2022-01-30   
2                      Vanguard Small-Cap Index Fund  1226527    2021-12-30   
3                Vanguard Small Cap Value Index Fund   778076    2021-12-30   
4                Vanguard Extended Market Index Fund   647608    2021-12-30   
5                    DFA U.S. Small Cap Value Series   494751    2022-01-30   
6  First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap...   488488    2022-02-27   
7                     SPDR S&P Mid Cap 400 ETF Trust   418251    2022-01-30   
8                   IShares S&P Midcap 400 Value ETF   353867    2022-01-30   
9               Vanguard Consumer Staples Index Fund   342523    2022-02-27   

    % Out     Value  
0  0.0058  39231191  
1  0.0056  37876806  
2  0.0051  34588061  
3  0.0032  21941743  
4  0.0027  18262545  
5  0.0021  13838185  
6  0.0020  11518547  
7  0.0017  11698480  
8  0.0015   9897659  
9  0.0014   8076692  ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 24.15 25.128986 29.471905 33.814823 26.957624 2.372893 22.211838 31.70341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 1.000459 24.15 490057840.234375 0.691969 0.80545 0.53536
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 11.757844428500801 12.66763142304684
test cv mean error, stdev (10 folds): 12.772815440925163 12.852390759891717
sell date: 2022-08-28
expected return: 0.4491975912453612
discounted return: 0.005239169911774422
quarter return: 1.6172794332125293
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 58.02 63.067854 72.56 82.052146 65.759365 6.444488 52.870389 78.648341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 1.104104 58.02 237878397.65625 0.701688 0.885466 0.540317
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 67.08034702664789 86.67251280894455
test cv mean error, stdev (10 folds): 73.27583765052054 88.55005243977149
sell date: 2022-08-28
expected return: 0.7068470390980355
discounted return: 0.0075586747938265475
quarter return: 1.9992719833261932
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
UTHR  0.639732         8.84       19.156          7.246  959200000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
UTHR       0.54244  11.61131    514424992      0.92908   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                 0.99621  Biotechnology  10230438912         797100032   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.51422           0     6.92    2.448979   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     5.785466       0.38873      8.333        0.11365   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR        0.18038         0.218          39.252  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45299500       4.37  2267699968             50.06  800000000   

     totalRevenue trailingPE  
UTHR   1768300032  15.645306  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 219.380005 194.589531 219.462223 244.334915 195.494921 19.533079 156.428764 234.561078
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
UTHR 1.481235 219.380005 8360250.78125 0.878858 0.826178 0.414478
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 581.052062609217 434.3031674485619
test cv mean error, stdev (10 folds): 606.4045953631539 447.67344757062017
sell date: 2022-08-28
expected return: 0.021753478217960982
discounted return: 0.000303148019422661
quarter return: 1.0282778280825864
['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                  None
peerCount                           83
governanceScore                   7.41
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile              None
militaryContract                 False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 28.5 25.427799 27.012222 28.596646 26.44746 1.162243 24.122974 28.771947
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIVO 0.591657 28.5 11730103.320312 0.878325 0.565494 0.431737
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 16.17981475595061 14.971267272758354
test cv mean error, stdev (10 folds): 17.700934500856853 14.869460976371
sell date: 2022-09-18
expected return: 0.07343291293542277
discounted return: 0.0007705341287063128
quarter return: 1.0734329129354319
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83062   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 37.82 32.048974 43.306825 54.564677 37.893968 5.380754 27.132461 48.655476
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROCC 1.213679 37.82 11962556.054688 0.666102 0.594188 0.577777
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 77.56947848579797 62.68356673287805
test cv mean error, stdev (10 folds): 80.27999995329917 65.12555095069297
sell date: 2022-09-11
expected return: 0.6013484840304625
discounted return: 0.005554736263279736
quarter return: 1.6646612280149231
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0176   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  7.529317  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81349  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  121247997952       19983998976          0.33401      0.2348     0.48   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    2.463471                     2.208525       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    9.71701  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.739998 99.652102 112.199365 124.746628 104.355397 7.447422 89.460553 119.250241
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
COP 0.95084 93.739998 189274208.203125 0.685759 0.80033 0.48084
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 131.8588036807157 147.39173844312845
test cv mean error, stdev (10 folds): 144.32990327126163 148.94947737187888
sell date: 2022-09-11
expected return: 0.39963937496998936
discounted return: 0.003963299228999961
quarter return: 1.4389344529812573
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 55.68 56.839295 65.607143 74.374991 61.382222 4.693201 51.995819 70.768625
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 1.190976 55.68 498984476.953125 0.71978 0.690434 0.542013
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 52.333627310958384 43.44383536064943
test cv mean error, stdev (10 folds): 56.28436552303815 43.639567583548086
sell date: 2022-09-18
expected return: 0.4701404460424396
discounted return: 0.004197457989383091
quarter return: 1.470140446042453
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.139999 89.504506 94.30381 99.103114 92.664127 3.996399 84.671329 100.656925
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MGPI 1.204144 93.139999 2319158.789062 0.847493 0.649088 0.471114
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 110.11938999584795 125.90071948750057
test cv mean error, stdev (10 folds): 112.09218399494068 131.88358140609708
sell date: 2022-09-18
expected return: 0.15413107432202397
discounted return: 0.0015593421663535612
quarter return: 1.154131074322016
exp_return sell_date stop_loss_price days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag pi_lower pi_upper price Sector Index error_price_ratio std_price_ratio
SYMBOL
VPU 0.076822 2022-06-19 147.621984 1 0.076822 906.245463 172.246362 373.069681 False 143.355682 161.712862 141.440002 error nan 1.217805 2.637653
VDC 0.028968 2022-06-19 178.612370 1 0.028968 13.834763 95.349890 81.134142 False 175.035670 189.634819 177.059998 error nan 0.538517 0.458230
MCK 0.028402 2022-06-19 297.727645 1 0.028402 13.151865 542.149507 591.201488 False 286.348499 333.673860 300.570007 Healthcare SP500 1.803738 1.966934
PPC 0.023072 2022-06-19 28.721973 1 0.023072 8.154174 27.983156 36.091886 False 27.427006 32.851442 29.340000 Consumer Defensive SP400 0.953754 1.230126
VNQ 0.022059 2022-06-19 87.088217 1 0.022059 7.444024 93.691222 167.986714 False 84.301068 95.663107 87.699997 error nan 1.068315 1.915470
SM 2.875935 2022-09-18 40.674124 92 0.014835 3.875935 46.450577 59.425732 False 21.469464 1198.844285 39.709999 Energy SP600 1.169745 1.496493
APA 0.483862 2022-07-17 43.371911 29 0.013702 3.497287 51.132082 41.973447 False 32.681251 106.107097 39.220001 Energy SP500 1.303725 1.070205
CEIX 1.525320 2022-09-18 42.518240 92 0.010120 2.525320 36.976336 64.101820 False 41.405213 328.056366 46.150002 Energy SP600 0.801221 1.388988
PBF 0.572279 2022-08-07 36.494220 50 0.009092 2.299399 29.947934 20.238756 False 23.660225 117.987869 32.980000 Energy SP600 0.908064 0.613668
PLAB 0.069926 2022-06-26 19.192818 8 0.008485 2.175552 3.307493 2.888139 False 17.133137 24.362935 19.150000 Technology SP600 0.172715 0.150817
DVN 0.706847 2022-08-28 65.985133 71 0.007559 1.999272 73.275838 88.550052 False 39.716227 252.401704 58.020000 Energy SP500 1.262941 1.526199
ROCC 0.601348 2022-09-11 43.417744 85 0.005555 1.664661 80.280000 65.125551 False 20.887187 173.182374 37.820000 Energy SP600 2.122686 1.721987
MRO 0.449198 2022-08-28 26.459901 71 0.005239 1.617279 12.772815 12.852391 False 19.517028 64.564212 24.150000 Energy SP500 0.528895 0.532190
OXY 0.470140 2022-09-18 57.732462 92 0.004197 1.470140 56.284366 43.639568 False 28.538751 229.738201 55.680000 Energy SP500 1.010854 0.783757
VLO 0.411770 2022-09-11 127.792432 85 0.004065 1.452437 310.914548 235.949804 False 82.118936 306.850082 112.440002 Energy SP500 2.765160 2.098451
COP 0.399639 2022-09-11 111.423961 85 0.003963 1.438934 144.329903 148.949477 False 71.034738 246.498695 93.739998 Energy SP500 1.539683 1.588964
LNTH 0.410907 2022-09-18 58.360497 92 0.003749 1.410907 42.661090 67.928470 False 46.166623 155.093125 60.720001 Healthcare SP600 0.702587 1.118717
MPC 0.364037 2022-09-11 98.309360 85 0.003659 1.399360 136.354099 146.003603 False 75.170242 200.092470 87.290001 Energy SP500 1.562082 1.672627
VDE 0.280411 2022-09-11 114.715901 85 0.002912 1.306742 177.935829 188.779093 False 90.308979 184.854795 102.349998 error nan 1.738503 1.844446
DINO 0.280834 2022-09-18 51.912132 92 0.002694 1.280834 74.399935 61.366321 False 32.725490 101.513742 45.000000 Energy SP400 1.653332 1.363696
VIS 0.093782 2022-07-24 162.507673 36 0.002493 1.257447 223.723963 187.537210 False 148.203840 205.532959 159.809998 error nan 1.399937 1.173501
XOM 0.196576 2022-09-11 92.896998 85 0.002114 1.214392 100.127422 81.366621 False 75.561436 141.927302 86.120003 Energy SP500 1.162650 0.944805
TVTY 0.085128 2022-08-07 29.270264 50 0.001635 1.162210 22.590347 17.912448 False 16.786355 76.858534 32.130001 error SP600 0.703092 0.557499
FCN 0.129379 2022-09-04 157.498133 78 0.001561 1.154313 216.744393 102.596196 False 136.357904 254.170707 164.020004 error SP400 1.321451 0.625510
MGPI 0.154131 2022-09-18 87.337527 92 0.001559 1.154131 112.092184 131.883581 False 69.243583 165.798603 93.139999 error SP600 1.203481 1.415971
SPY 0.113654 2022-08-28 375.277820 71 0.001517 1.149682 1006.640359 1238.380454 False 348.324936 489.391926 365.859985 error nan 2.751436 3.384848
LLY 0.110586 2022-08-28 290.940293 71 0.001478 1.145580 480.525848 566.204821 False 244.939958 423.257415 290.899994 Healthcare SP500 1.651859 1.946390
VGT 0.131880 2022-09-18 322.361110 92 0.001347 1.131880 1054.935325 805.991065 False 285.666893 458.695618 319.809998 error nan 3.298631 2.520218
SLY 0.094646 2022-08-28 79.756195 71 0.001274 1.124320 112.115183 145.362159 False 65.611626 111.367298 78.089996 error nan 1.435718 1.861470
MDYG 0.090018 2022-08-28 61.186609 71 0.001215 1.118164 68.776968 127.441257 False 52.485092 82.359961 59.930000 error nan 1.147622 2.126502
MTOR 0.107237 2022-09-18 34.318822 92 0.001108 1.107237 16.151105 12.834043 False 25.925141 61.252211 35.939999 error SP600 0.449391 0.357096
VCR 0.055828 2022-08-07 226.072396 50 0.001087 1.105126 1148.847290 1594.275234 False 190.638431 296.657143 225.869995 error nan 5.086321 7.058375
AZPN 0.101348 2022-09-18 184.873458 92 0.001050 1.101348 500.504516 547.882965 False 144.367616 310.672742 189.199997 Technology SP400 2.645373 2.895787
SPTM 0.068789 2022-08-28 46.016489 71 0.000937 1.090027 15.009608 17.634103 False 40.177290 58.370196 45.310001 error nan 0.331265 0.389188
VOX 0.066489 2022-08-28 93.359336 71 0.000907 1.086989 91.801684 74.932948 False 82.771602 120.060374 92.860001 error nan 0.988603 0.806945
VHT 0.062913 2022-08-28 222.873925 71 0.000860 1.082269 227.724911 281.298832 False 195.108560 280.325001 220.210007 error nan 1.034126 1.277412
VIVO 0.073433 2022-09-18 25.071747 92 0.000771 1.073433 17.700935 14.869461 False 16.225378 61.949832 28.500000 error SP600 0.621085 0.521735
WRB 0.062963 2022-09-11 65.324454 85 0.000719 1.068322 39.758058 71.366471 False 56.114537 89.902966 66.820000 Financial Services SP500 0.595002 1.068041
VAW 0.065244 2022-09-18 168.474624 92 0.000687 1.065244 219.712970 235.714547 False 139.243546 215.989283 162.800003 error nan 1.349588 1.447878
HRB 0.038554 2022-09-18 32.689098 92 0.000411 1.038554 7.190817 7.308492 False 24.147763 49.314157 33.000000 Consumer Cyclical SP400 0.217904 0.221469
ACC 0.017709 2022-07-31 60.832743 43 0.000408 1.038272 15.172165 10.242652 False 50.056122 82.957984 64.230003 Real Estate SP400 0.236216 0.159468
MANT 0.036298 2022-09-18 91.551853 92 0.000388 1.036298 57.005994 35.303294 False 73.093066 132.013505 94.790001 Technology SP600 0.601392 0.372437
SAFM 0.034774 2022-09-18 195.634227 92 0.000372 1.034774 366.196590 418.164687 False 149.018655 311.795991 208.309998 Consumer Defensive SP400 1.757941 2.007415
Y 0.018482 2022-08-07 785.765803 50 0.000366 1.034271 7140.470182 9445.980312 False 688.743189 1029.966742 830.500000 Financial Services SP400 8.597797 11.373847
GCP 0.031038 2022-09-11 29.010637 85 0.000360 1.033636 7.229954 9.041944 False 22.436695 45.326287 30.930000 error SP600 0.233752 0.292336
VFH 0.032192 2022-09-18 75.780022 92 0.000344 1.032192 57.394668 50.743020 False 60.744542 102.373432 75.849998 error nan 0.756686 0.668992
PSB 0.017148 2022-08-07 176.645158 50 0.000340 1.031780 371.312002 518.998660 False 157.738957 226.715790 185.919998 error SP400 1.997160 2.791516
ROG 0.029325 2022-09-11 240.233124 85 0.000340 1.031778 1005.131513 1408.588072 False 168.063439 422.181654 259.380005 error SP600 3.875131 5.430596
UTHR 0.021753 2022-08-28 206.374446 71 0.000303 1.028278 606.404595 447.673448 False 165.846463 302.691765 219.380005 Healthcare SP400 2.764174 2.040630
GO 0.006394 2022-07-24 33.685674 36 0.000177 1.016421 15.809879 6.829165 False 30.412751 53.322144 40.150002 Consumer Defensive SP400 0.393770 0.170091
TWI 0.005320 2022-07-24 14.475888 36 0.000147 1.013653 3.572171 5.147324 False 11.288992 27.480339 17.520000 Industrials SP600 0.203891 0.293797
SJI -0.013758 2022-09-18 32.332295 92 -0.000151 0.986242 12.011302 8.936994 False 24.579493 46.285628 34.200001 error SP600 0.351208 0.261316
BANF -0.038312 2022-09-18 86.925556 92 -0.000425 0.961688 68.882928 42.057564 False 63.653029 130.742264 94.860001 error SP600 0.726154 0.443365